+132.5%
JPM vs SN
+681.9%
-549.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.7% | +1.9% |
| 7D | +0.4% | +7.6% | -7.2% | -0.6% |
| 30D | +2.7% | +24.1% | -21.3% | -0.4% |
| 3M | -3.8% | +23.7% | -27.6% | -6.8% |
| 6M | +14.3% | +105.5% | -91.2% | +2.4% |
| YTD | +8.2% | +105.1% | -96.9% | -3.4% |
| 1Y | +11.0% | +148.3% | -137.3% | -3.7% |
| 3Y | +152.7% | +438.7% | -286.0% | +109.8% |
| All | +132.5% | +681.9% | -549.4% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling